AmiBroker 5.20 User''''s Guide

AmiBroker 5.20
User's Guide
Copyright (C)1995−2008 AmiBroker.com.
All rights reserved.
Table of Contents
Copyright............................................................................................................................................................1
Introduction........................................................................................................................................................2
About AmiBroker Editions.......................................................................................................................2
Quick Tour..............................................................................................................................................3
Getting started........................................................................................................................................7
Hardware requirements....................................................................................................................7
Supported operating systems..........................................................................................................7
Installation and running....................................................................................................................7
Getting help......................................................................................................................................8
Tutorial.............................................................................................................................................................10
Basic operations...................................................................................................................................11
Adding a new symbol.....................................................................................................................11
Removing a symbol........................................................................................................................11
Splitting a stock..............................................................................................................................11
Deleting quotation..........................................................................................................................12
Adding/removing symbol from favourites.......................................................................................12
Merging quotations of two symbols................................................................................................12
Metastock importer window............................................................................................................13
Beginners' charting guide.....................................................................................................................17
How to use drag−and−drop charting interface......................................................................................26
User interface customization................................................................................................................34
Working with chart sheets and window layouts....................................................................................38
Using layers..........................................................................................................................................41
Using Web Research window...............................................................................................................46
Using account manager........................................................................................................................51
Using fundamental data........................................................................................................................55

How to get quotes from various markets..............................................................................................58
How to set up AmiBroker with eSignal feed (RT version only).............................................................60
How to set up AmiBroker with myTrack feed (RT version only)...........................................................62
How to use AmiBroker with external data source (Quote Tracker).......................................................65
How to set up AmiBroker with IQFeed feed (RT version only).............................................................66
How to use AmiBroker with Interactive Brokers TWS...........................................................................71
How to use AmiBroker with external DDE data source........................................................................77
How to work with Real−Time data plugins............................................................................................83
How to use AmiBroker with external data source (Quotes Plus, TC2000/TCNet/TC2005,
FastTrack, Metastock).........................................................................................................................87
How to update US quotes automatically using AmiQuote....................................................................90
How to download quotes manually using AmiQuote............................................................................93
Understanding AmiBroker database concepts.....................................................................................94
Background....................................................................................................................................94
AmiBroker database structure........................................................................................................94
What about the external data?.......................................................................................................95
Understanding categories.....................................................................................................................96
Working with sectors and industries...............................................................................................97
Working with watch lists......................................................................................................................104
Understanding how AFL works...........................................................................................................111
Creating your own indicators..............................................................................................................115
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Tutorial
Using graph styles, colors, titles and parameters in Indicators...........................................................119
How to create your own exploration...................................................................................................129
How to write your own chart commentary...........................................................................................132
Using studies in AFL formulas............................................................................................................135
Back−testing your trading ideas.........................................................................................................137

Portfolio−level backtesting..................................................................................................................148
Reading backtest report......................................................................................................................156
How to optimize trading system..........................................................................................................157
Walk−forward testing..........................................................................................................................166
Back−testing systems for futures contracts........................................................................................168
Pyramiding (scaling in/out) and mutliple currencies in the portfolio backtester..................................171
Using formula−based alerts................................................................................................................176
Using interpretation window................................................................................................................178
Multiple Time Frame support in AFL...................................................................................................178
Video Tutorials (on−line).....................................................................................................................184
AmiBroker Reference Guide.........................................................................................................................185
Windows.............................................................................................................................................185
Chart window pane......................................................................................................................186
Parameters window......................................................................................................................187
Study drawing tools......................................................................................................................189
Line study properties window.......................................................................................................196
Text box properties window.........................................................................................................197
Formula Editor..............................................................................................................................198
Risk−Yield Map window...............................................................................................................203
Database Settings........................................................................................................................203
Intraday Settings window.............................................................................................................205
Preferences window.....................................................................................................................207
Customize tools window...............................................................................................................218
Symbol tree window.....................................................................................................................218
Information window......................................................................................................................218
Notepad window...........................................................................................................................221
Quote Editor window....................................................................................................................221
Symbol Finder window (F3).........................................................................................................222
Financial data window..................................................................................................................222
Profile view pane..........................................................................................................................223

Special fields encoding scheme...................................................................................................223
Assignment organizer window.....................................................................................................224
Composite recalculation window..................................................................................................224
Categories window.......................................................................................................................225
ASCII Import Wizard....................................................................................................................226
Metastock importer window..........................................................................................................229
Portfolio management window.....................................................................................................230
Real−time quote window..............................................................................................................231
Easy alerts window......................................................................................................................232
Bar Replay window......................................................................................................................235
Formula Editor..............................................................................................................................236
Quick review window....................................................................................................................241
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Automatic analysis window..........................................................................................................242
Filter settings window...................................................................................................................244
System test settings window........................................................................................................244
System test report window...........................................................................................................251
Commission window....................................................................................................................255
Commentary window....................................................................................................................255
Plugins window............................................................................................................................256
Indicator Maintenance Wizard......................................................................................................256
Log window..................................................................................................................................258
Menus.................................................................................................................................................258
File menu.....................................................................................................................................259
Edit menu.....................................................................................................................................261
View menu...................................................................................................................................262
Insert menu..................................................................................................................................265

Format menu................................................................................................................................268
Symbol menu...............................................................................................................................269
Analysis menu..............................................................................................................................270
Tools menu..................................................................................................................................271
Window menu..............................................................................................................................272
Help menu....................................................................................................................................273
AFL Editor menu..........................................................................................................................274
Automatic Analysis result list context menu.................................................................................277
Chart context menu......................................................................................................................278
Layouts context menu..................................................................................................................279
Formula (chart) context menu......................................................................................................279
Layers context menu....................................................................................................................280
Keyboard shortcuts.............................................................................................................................283
Import ASCII.......................................................................................................................................284
How does it work?........................................................................................................................284
Format definition commands........................................................................................................285
Comments....................................................................................................................................297
Usage examples..........................................................................................................................298
Default behaviour.........................................................................................................................299
User−definable file types and formats..........................................................................................300
Ticker aliases...............................................................................................................................300
AmiBroker's OLE Automation Object Model.......................................................................................300
Index of objects............................................................................................................................301
ADQuotation.................................................................................................................................301
ADQuotations...............................................................................................................................301
Analysis........................................................................................................................................302
Application....................................................................................................................................303
Window........................................................................................................................................304
Windows.......................................................................................................................................304
Commentary.................................................................................................................................305

Document.....................................................................................................................................305
Documents...................................................................................................................................305
Market..........................................................................................................................................306
Markets........................................................................................................................................306
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AmiBroker Reference Guide
Quotation......................................................................................................................................306
Quotations....................................................................................................................................306
Stock............................................................................................................................................307
Stocks..........................................................................................................................................308
Practical Examples:......................................................................................................................309
AmiQuote's OLE Automation Object Model........................................................................................311
Index of objects...................................................................................................................................311
Document.....................................................................................................................................312
Technical analysis guide..............................................................................................................................313
Introduction.........................................................................................................................................313
Basic tools..........................................................................................................................................313
Price charts..................................................................................................................................313
Trend lines...................................................................................................................................314
Moving averages..........................................................................................................................315
Regression channels....................................................................................................................316
Fibonacci Retracement................................................................................................................317
Fibonacci Time Zones..................................................................................................................317
Bollinger bands............................................................................................................................317
Indicators............................................................................................................................................318
Accumulation/Distribution.............................................................................................................318
Advance−Decline line (AD−Line).................................................................................................319
ADX / Directional Movement Index..............................................................................................319

CCI − Commodity Channel Index.................................................................................................320
Chaikin Oscillator.........................................................................................................................320
MACD − Moving Average Convergence/Divergence...................................................................321
Money Flow Index........................................................................................................................321
Negative Volume Index................................................................................................................322
OBV − On Balance Volume..........................................................................................................322
Parabolic SAR (Stop−And−Reverse)...........................................................................................323
RS − Relative Strength (comparative)..........................................................................................323
RSI − Relative Strength Index......................................................................................................323
ROC − Price Rate Of Change......................................................................................................324
Stochastic Slow............................................................................................................................325
TRIN − Arms Index.......................................................................................................................325
TRIX − TRIple eXponential..........................................................................................................326
Ultimate Oscillator........................................................................................................................326
VAP − Volume At Price histogram...............................................................................................327
Relative Performance chart..........................................................................................................327
AmiBroker Formula Language (AFL)...........................................................................................................328
AFL Reference Manual.......................................................................................................................329
Introduction.........................................................................................................................................329
Basics.................................................................................................................................................329
Lexical elements..........................................................................................................................329
Language structure......................................................................................................................330
Keywords.....................................................................................................................................343
AFL Function Reference − Categorized list of functions....................................................................357
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AmiBroker Formula Language (AFL)
AFL Function Reference − Alphabetical list of functions....................................................................364
#INCLUDE − preprocessor include command.............................................................................371

#INCLUDE_ONCE − preprocessor include (once) command......................................................372
#PRAGMA − sets AFL pre−processor option..............................................................................373
ABS − absolute value...................................................................................................................374
ACCDIST − accumulation/distribution..........................................................................................376
ACOS − arccosine function..........................................................................................................377
ADDCOLUMN − add numeric exploration column.......................................................................378
ADDSUMMARYROWS − add summary row(s) to the exploration output....................................381
ADDTEXTCOLUMN − add text exploration column.....................................................................383
ADDTOCOMPOSITE − add value to composite ticker................................................................385
ADLINE − advance/decline line....................................................................................................387
ADVISSUES − advancing issues.................................................................................................388
ADVVOLUME − advancing issues volume..................................................................................389
ADX − average directional movement index................................................................................390
ALERTIF − trigger alerts..............................................................................................................391
ALMOSTEQUAL − rounding error insensitive comparison..........................................................393
AMA − adaptive moving average.................................................................................................394
AMA2 − adaptive moving average...............................................................................................396
APPLYSTOP − apply built−in stop...............................................................................................397
ASC − get ASCII code of character..............................................................................................401
ASIN − arcsine function................................................................................................................402
ATAN − arc tan.............................................................................................................................403
ATAN2 − calculates arctangent of y/x..........................................................................................404
ATR − average true range............................................................................................................405
BARINDEX − get zero−based bar number..................................................................................407
BARSSINCE − bars since............................................................................................................409
BBANDBOT − bottom bollinger band...........................................................................................411
BBANDTOP − top bollinger band.................................................................................................412
BEGINVALUE − Value of the array at the begin of the range......................................................413
CATEGORYADDSYMBOL − adds a symbol to a category.........................................................414
CATEGORYFIND − search for category by name.......................................................................415

CATEGORYGETNAME − get the name of a category................................................................416
CATEGORYGETSYMBOLS − retrieves comma−separated list of symbols belonging to
given category......................................................................................................................417
CATEGORYREMOVESYMBOL − remove a symbol from a category.........................................419
CATEGORYSETNAME − set the name of category (group, market, watch list, industry)...........420
CCI − commodity channel index..................................................................................................421
CEIL − ceil value..........................................................................................................................423
CHAIKIN − chaikin oscillator........................................................................................................424
CLIPBOARDGET − retrieves current contents of Windows clipboard.........................................425
CLIPBOARDSET − copies the text to the Windows clipboard.....................................................426
COLORHSB − specify color using Hue−Saturation−Brightness..................................................427
COLORRGB − specify color using Red−Green−Blue components.............................................429
CORRELATION − correlation......................................................................................................430
COS − cosine...............................................................................................................................431
COSH − hyperbolic cosine function.............................................................................................432
CREATEOBJECT − create COM object......................................................................................433
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CREATESTATICOBJECT − create static COM object................................................................434
CROSS − crossover check..........................................................................................................435
CUM − cumulative sum................................................................................................................437
DATE − date.................................................................................................................................440
DATENUM − date number...........................................................................................................442
DATETIME − retrieves encoded date time...................................................................................443
DATETIMECONVERT − date/time format conversion.................................................................444
DATETIMETOSTR − convert datetime to string..........................................................................446
DAY − day of month.....................................................................................................................447
DAYOFWEEK − day of week.......................................................................................................448

DAYOFYEAR − get ordinal number of day in a year...................................................................449
DAYSSINCE1900 − get number of days since January 1st, 1900...............................................450
DECISSUES − declining issues...................................................................................................452
DECVOLUME − declining issues volume....................................................................................453
DEMA − double exponential moving average..............................................................................454
EMA − exponential moving average............................................................................................456
ENABLEROTATIONALTRADING − Turns on rotational−trading mode of the backtester...........460
ENABLESCRIPT − enable scripting engine.................................................................................462
ENABLETEXTOUTPUT − enables/disables text output in the Chart Commentary window........463
ENCODECOLOR − encodes color for indicator title....................................................................464
ENDVALUE − value of the array at the end of the selected range..............................................466
EQUITY − calculate single−symbol equity line............................................................................467
EXP − exponential function..........................................................................................................471
EXREM − remove excessive signals...........................................................................................472
EXREMSPAN − remove excessive signals spanning given number of bars...............................474
FCLOSE − close a file..................................................................................................................475
FDELETE − deletes a file.............................................................................................................476
FEOF − test for end−of−file..........................................................................................................477
FFT − performs Fast Fourier Transform.......................................................................................478
FGETS − get a string from a file...................................................................................................481
FGETSTATUS − retrieves file status/properties..........................................................................483
FLIP −...........................................................................................................................................485
FLOOR − floor value....................................................................................................................486
FMKDIR − creates (makes) a directory........................................................................................487
FOPEN − open a file....................................................................................................................488
FOREIGN − access foreign security data....................................................................................489
FPUTS − write a string to a file....................................................................................................492
FRAC − fractional part..................................................................................................................494
FRMDIR − removes a directory....................................................................................................495
FULLNAME − full name of the symbol.........................................................................................496

GAPDOWN − gap down...............................................................................................................498
GAPUP − gap up..........................................................................................................................499
GETBACKTESTEROBJECT − get the access to backtester object............................................500
GETBASEINDEX − retrieves symbol of relative strength base index..........................................501
GETCATEGORYSYMBOLS − retrieves comma−separated list of symbols belonging to
given category......................................................................................................................502
GETCHARTBKCOLOR − get the RGB color value of chart background.....................................503
GETCHARTID − get current chart ID...........................................................................................504
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AmiBroker Formula Language (AFL)
GETCURSORMOUSEBUTTONS − get current state of mouse buttons.....................................505
GETCURSORXPOSITION − get current X position of mouse pointer.........................................509
GETCURSORYPOSITION − get current Y position of mouse pointer.........................................510
GETDATABASENAME − retrieves folder name of current database..........................................512
GETEXTRADATA − get extra data from external data source....................................................513
GETFNDATA − get fundamental data..........................................................................................515
GETOPTION − gets the value of option in automatic analysis settings.......................................517
GETPERFORMANCECOUNTER − retrieves the current value of the high−resolution
performance counter.............................................................................................................519
GETPLAYBACKDATETIME − get bar replay position date/time.................................................521
GETPRICESTYLE − get current price chart style........................................................................522
GETRTDATA − retrieves the real−time data fields......................................................................523
GETRTDATAFOREIGN − retrieves the real−time data fields (for specified symbol)...................525
GETSCRIPTOBJECT − get access to script COM object............................................................527
GETTRADINGINTERFACE − retrieves OLE automation object to automatic trading interfac....528
GFXARC − draw an arc...............................................................................................................529
GFXCHORD − draw a chord........................................................................................................530
GFXCIRCLE − draw a circle........................................................................................................531

GFXDRAWTEXT − draw a text (clipped to rectangle).................................................................532
GFXELLIPSE − draw an ellipse...................................................................................................535
GFXGRADIENTRECT − draw a rectangle with gradient fill.........................................................536
GFXLINETO − draw a line to specified point...............................................................................537
GFXMOVETO − move graphic cursor to new position.................................................................538
GFXPIE − draw a pie...................................................................................................................539
GFXPOLYGON − draw a polygon................................................................................................540
GFXPOLYLINE − draw a polyline................................................................................................541
GFXRECTANGLE − draw a rectangle.........................................................................................542
GFXROUNDRECT − draw a rectangle with rounded corners......................................................543
GFXSELECTFONT − create / select graphic font........................................................................544
GFXSELECTPEN − create / select graphic pen..........................................................................545
GFXSELECTSOLIDBRUSH − create / select graphic brush.......................................................546
GFXSETBKCOLOR − set graphic background color...................................................................547
GFXSETBKMODE − set graphic background mode....................................................................548
GFXSETOVERLAYMODE − set low−level graphic overlay mode...............................................549
GFXSETPIXEL − set pixel at specified position to specified color...............................................550
GFXSETTEXTALIGN − set text alignment...................................................................................551
GFXSETTEXTCOLOR − set graphic text color............................................................................553
GFXTEXTOUT − writes text at the specified location..................................................................554
GROUPID − get group ID/name...................................................................................................555
HHV − highest high value.............................................................................................................556
HHVBARS − bars since highest high...........................................................................................560
HIGHEST − highest value............................................................................................................561
HIGHESTBARS − bars since highest value.................................................................................562
HIGHESTSINCE − highest value since condition met.................................................................563
HIGHESTSINCEBARS − bars since highest value since condition met......................................564
HOLD − hold the alert signal........................................................................................................565
HOUR − get current bar's hour....................................................................................................566
IIF − immediate IF function...........................................................................................................567

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AmiBroker Formula Language (AFL)
INDUSTRYID − get industry ID / name........................................................................................574
INSIDE − inside day.....................................................................................................................575
INT − integer part.........................................................................................................................576
INTERVAL − get bar interval (in seconds)...................................................................................578
INWATCHLIST − watch list membership test (by ordinal number)..............................................580
INWATCHLISTNAME − watch list membership test (by name)...................................................581
ISCONTINUOUS − checks 'continuous quotations' flag state.....................................................582
ISEMPTY − empty value check....................................................................................................583
ISFAVORITE − check if current symbol belongs to favorites.......................................................584
ISFINITE − check if value is not infinite........................................................................................585
ISINDEX − check if current symbol is an index............................................................................586
ISNAN − checks for NaN (not a number).....................................................................................587
ISNULL − check for Null (empty) value........................................................................................588
ISTRUE − true value (non−empty and non−zero) check.............................................................589
LASTVALUE − last value of the array..........................................................................................590
LINEARRAY − generate trend−line array....................................................................................593
LINEARREG − linear regression end−point.................................................................................595
LINREGINTERCEPT −................................................................................................................596
LINREGSLOPE − linear regression slope....................................................................................597
LLV − lowest low value.................................................................................................................598
LLVBARS − bars since lowest low...............................................................................................601
LOG − natural logarithm...............................................................................................................602
LOG10 − decimal logarithm.........................................................................................................603
LOWEST − lowest value..............................................................................................................604
LOWESTBARS − bars since lowest.............................................................................................605
LOWESTSINCE − lowest value since condition met...................................................................606

LOWESTSINCEBARS − barssince lowest value since condition met.........................................607
MA − simple moving average.......................................................................................................608
MACD − moving average convergence/divergence.....................................................................613
MARKETID − market ID / name...................................................................................................614
MAX − maximum value of two numbers / arrays..........................................................................615
MDI − minus directional movement indicator (−DI)......................................................................617
MEDIAN − calculate median (middle element)............................................................................618
MFI − money flow index...............................................................................................................619
MIN − minimum value of two numbers / arrays............................................................................620
MINUTE − get current bar's minute..............................................................................................622
MONTH − month..........................................................................................................................623
MTRANDOM − Mersene Twister random number generator.......................................................624
MTRANDOMA − Mersene Twister random number generator (array version)............................625
NAME − ticker symbol..................................................................................................................626
NOTEGET − retrieves the text of the note...................................................................................630
NOTESET − sets text of the note.................................................................................................631
NOW − gets current system date/time.........................................................................................632
NUMTOSTR − convert number to string......................................................................................633
NVI − negative volume index.......................................................................................................635
NZ − Null (Null/Nan/Infinity) to zero..............................................................................................636
OBV − on balance volume...........................................................................................................637
OPTIMIZE − define optimization variable.....................................................................................638
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OPTIMIZERSETENGINE − select external optimization engine..................................................641
OPTIMIZERSETOPTION − set the value of external optimizer engine parameter......................642
OSCP − price oscillator................................................................................................................643
OSCV − volume oscillator............................................................................................................644

OUTSIDE − outside bar...............................................................................................................645
PARAM − add user user−definable numeric parameter..............................................................646
PARAMCOLOR − add user user−definable color parameter.......................................................651
PARAMDATE − add user user−definable date parameter...........................................................654
PARAMFIELD − creates price field parameter.............................................................................655
PARAMLIST − creates the parameter that consist of the list of choices......................................657
PARAMSTR − add user user−definable string parameter...........................................................658
PARAMSTYLE − select styles applied to the plot........................................................................659
PARAMTIME − add user user−definable time parameter............................................................661
PARAMTOGGLE − create Yes/No parameter.............................................................................662
PARAMTRIGGER − creates a trigger (button) in the parameter dialog.......................................664
PDI − plus directional movement indicator...................................................................................665
PEAK − peak................................................................................................................................666
PEAKBARS − bars since peak.....................................................................................................667
PERCENTILE − calculate percentile............................................................................................668
PLOT − plot indicator graph.........................................................................................................669
PLOTFOREIGN − plot foreign security data................................................................................676
PLOTGRID − Plot horizontal grid line..........................................................................................677
PLOTOHLC − plot custom OHLC chart.......................................................................................678
PLOTSHAPES − plots arrows and other shapes.........................................................................680
PLOTTEXT − write text on the chart............................................................................................683
PLOTVAPOVERLAY − plot Volume−At−Price overlay chart.......................................................685
PLOTVAPOVERLAYA − plot multiple−segment Volume−At−Price chart....................................686
POPUPWINDOW − display pop−up window...............................................................................688
PREC − adjust number of decimal points of floating point number..............................................689
PREFS − retrieve preferences settings........................................................................................690
PRINTF − Print formatted output to the output window................................................................692
PVI − positive volume index.........................................................................................................694
RANDOM − random number........................................................................................................695
REF − reference past/future values of the array..........................................................................697

RELSTRENGTH − comparative relative strength........................................................................704
REQUESTTIMEDREFRESH − forces periodical refresh of indicator pane.................................705
RESTOREPRICEARRAYS − restore price arrays to original symbol..........................................707
RMI − Relative Momentum Index.................................................................................................708
ROC − percentage rate of change...............................................................................................709
ROUND − round number to nearest integer.................................................................................711
RSI − relative strength index........................................................................................................713
RWI − random walk index............................................................................................................715
RWIHI − random walk index of highs...........................................................................................716
RWILO − random walk index of lows...........................................................................................717
SAR − parabolic stop−and−reverse.............................................................................................718
SAY − speaks provided text.........................................................................................................719
SECOND − get current bar's second...........................................................................................721
SECTORID − get sector ID / name..............................................................................................722
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AmiBroker Formula Language (AFL)
SELECTEDVALUE − retrieves value of the array at currently selected date/time point..............723
SETBACKTESTMODE − Sets working mode of the backtester..................................................725
SETBARFILLCOLOR − set bar/candlestick/cloud chart fill color.................................................726
SETBARSREQUIRED − set number of previous and future bars needed for script/DLL to
properly execute...................................................................................................................727
SETCHARTBKCOLOR − set background color of a chart...........................................................729
SETCHARTBKGRADIENTFILL − enables background gradient color fill in indicators...............730
SETCHARTOPTIONS − set/clear/overwrite defaults for chart pane options...............................731
SETCUSTOMBACKTESTPROC − define custom backtest procedure formula file.....................733
SETFOREIGN − replace current price arrays with those of foreign security...............................734
SETFORMULANAME − set the name of the formula..................................................................736
SETOPTION − sets options in automatic analysis settings.........................................................737

SETPOSITIONSIZE − set trade size............................................................................................741
SETSORTCOLUMNS − sets the columns which will be used for sorting in AA window..............744
SETTRADEDELAYS − allows to control trade delays applied by the backtester........................745
SIGN − returns the sign of the number/array...............................................................................746
SIGNAL − macd signal line..........................................................................................................747
SIN − sine function.......................................................................................................................749
SINH − hyperbolic sine function...................................................................................................750
SQRT − square root.....................................................................................................................751
STATICVARGET − gets the value of static variable....................................................................752
STATICVARGETTEXT − gets the value of static variable as string............................................753
STATICVARREMOVE − remove static variable..........................................................................754
STATICVARSET − sets the value of static variable.....................................................................755
STATICVARSETTEXT − Sets the value of static string variable.................................................756
STATUS − get run−time AFL status information..........................................................................757
STDERR − standard error............................................................................................................761
STDEV − standard deviation........................................................................................................762
STOCHD − stochastic slow %D...................................................................................................764
STOCHK − stochastic slow %K...................................................................................................765
STRCOUNT − count the occurrences of substring within a string...............................................766
STREXTRACT − extracts given item (substring) from comma−separated string........................767
STRFIND − find substring in a string............................................................................................769
STRFORMAT − Write formatted output to the string...................................................................770
STRLEFT − extracts the leftmost part..........................................................................................772
STRLEN − string length...............................................................................................................773
STRMID − extracts part of the string............................................................................................774
STRREPLACE − string replace....................................................................................................775
STRRIGHT − extracts the rightmost part of the string.................................................................776
STRTODATETIME − convert string to datetime..........................................................................777
STRTOLOWER − convert to lowercase.......................................................................................778
STRTONUM − convert string to number......................................................................................779

STRTOUPPER − convert to uppercase.......................................................................................780
STUDY − reference hand−drawn study.......................................................................................781
SUM − sum data over specified number of bars..........................................................................782
TAN − tangent function................................................................................................................785
TANH − hyperbolic tangent function............................................................................................786
TEMA − triple exponential moving average.................................................................................787
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TIMEFRAMECOMPRESS − compress single array to given time frame.....................................788
TIMEFRAMEEXPAND − expand time frame compressed array..................................................790
TIMEFRAMEGETPRICE − retrieve O, H, L, C, V values from other time frame.........................792
TIMEFRAMEMODE − switch time frame compression mode......................................................794
TIMEFRAMERESTORE − restores price arrays to original time frame.......................................796
TIMEFRAMESET − switch price arrays to a different time frame................................................798
TIMENUM − get current bar time.................................................................................................801
TRIN − traders (Arms) index........................................................................................................802
TRIX − triple exponential smoothed price....................................................................................803
TROUGH − trough.......................................................................................................................804
TROUGHBARS − bars since trough............................................................................................805
TSF − time series forecast...........................................................................................................806
ULTIMATE − ultimate oscillator....................................................................................................807
UNCISSUES − unchanged issues...............................................................................................808
UNCVOLUME − unchaged issues volume...................................................................................809
VALUEWHEN − get value of the array when condition met.........................................................810
VARGET − gets the value of dynamic variable............................................................................812
VARGETTEXT − gets the text value of dynamic variable............................................................813
VARSET − sets the value of dynamic variable.............................................................................814
VARSETTEXT − sets dynamic variable of string type.................................................................815

VERSION − get version info.........................................................................................................816
WILDERS − Wilder's smoothing..................................................................................................817
WMA − weighted moving average...............................................................................................818
WRITEIF − commentary conditional text output...........................................................................819
WRITEVAL − write number or value of the array.........................................................................822
YEAR − year................................................................................................................................826
ZIG − zig−zag indicator................................................................................................................827
_DEFAULT_NAME − retrive default name of the plot..................................................................828
_N − no text output.......................................................................................................................830
_PARAM_VALUES − retrieve param values string......................................................................836
_SECTION_BEGIN − section begin marker.................................................................................837
_SECTION_END − section end marker.......................................................................................840
_SECTION_NAME − retrieve current section name....................................................................843
_TRACE − print text to system debug viewer..............................................................................844
AFL Error List......................................................................................................................................844
Calculating multiple−security statistics with AddToComposite function.............................................859
Equity function, Individual and Portfolio Equity Charts.......................................................................863
Functions accepting variable periods...........................................................................................867
User−definable functions, procedures. Local/global scope..........................................................868
AFL Tools...........................................................................................................................................870
Automatic technical analysis........................................................................................................870
Automatic analysis window..........................................................................................................871
Formula Editor..............................................................................................................................872
Guru Advisor Commentary window..............................................................................................872
AFL Scripting Host..............................................................................................................................872
Basics...........................................................................................................................................872
Requirements...............................................................................................................................872
Enabling AFL Scripting Host........................................................................................................873
AmiBroker 5.20 User's Guide
xi

Table of Contents
AmiBroker Formula Language (AFL)
Further information.......................................................................................................................877
Component Object Model support in AFL...........................................................................................877
Introduction..................................................................................................................................877
Calling functions defined in script.................................................................................................878
Using external COM/ActiveX objects in AFL................................................................................879
Plug−in in AFL....................................................................................................................................881
Common Coding mistakes in AFL......................................................................................................882
Porfolio Backtester Interface Reference Guide..................................................................................886
How to add user−defined metrics to backtest/optimization report......................................................898
Using low−level graphics functions.....................................................................................................906
Usage examples:.........................................................................................................................906
Detailed Change Log..................................................................................................................911
What's new in latest version?......................................................................................................................914
Technical information...................................................................................................................................949
Troubleshooting guide........................................................................................................................949
Files and directories used by AmiBroker............................................................................................952
Crash recovery system and automatic bug reporting.........................................................................953
How to purchase AmiBroker ?.....................................................................................................................957
Credits............................................................................................................................................................959
AmiBroker 5.20 User's Guide
xii
Copyright
AmiBroker 5.20 User's Guide.
Copyright © 1995−2008 Tomasz Janeczko/AmiBroker.com. All rights reserved.
AmiBroker, AmiQuote, AmiFeed, AmiBroker.com and AmiBroker logo are trademarks of Tomasz
Janeczko/AmiBroker.com.
Microsoft, ActiveX, JScript, VBScript, Internet Explorer, MSDN, Windows, Windows NT, Win32, and Win32s
are either registered trademarks or trademarks of Microsoft Corporation in the U.S.A. and/or other countries.

Amiga is a registered trademarks or trademarks of Amiga Technologies, GmbH. Windows, Windows NT are
either registered trademarks or trademarks of Microsoft Corporation. Metastock is a trademark of Equis
International, Inc. Other brand and product names are registered trademarks or trademarks of their respective
owners.
Copyright 1
Introduction
Thank you for choosing AmiBroker. This guide will help you get up and running.
AmiBroker is a comprehensive technical analysis program, with an advanced charting, back−testing and
scanning capabilities. It gives everything you need to trade successfully. Just check out our quick features
tour to find out what is included in this powerful software package.
If you are a first time user and just installed the software please check out Tutorial section that will guide
you through most important aspects of using AmiBroker.
The next chapter − Reference guide − provides detailed description of every window and more technical
documentation covering ASCII importer and automation interface.
In the Technical analysis guide you will find material that will introduce you to the world of charting and
technical indicators.
The next part of the guide describes AmiBroker Formula Language − a powerful tool that allows you to create
your own trading systems, scans, custom indicators and commentaries. You will find the description of the
language and its syntax, a complete reference of all functions and more.
The last part is provided for the user's of previous versions − this chapter will help them finding out what new
features were added without the need to re−read all documention.
About AmiBroker Editions
AmiBroker software is currently available in 2 editions: Standard and Professional.
The following table summarizes differences between these two editions:
Feature Standard Edition Professional Edition
End−of−day charting/backtesting/scanning Yes Yes
1−, 5−, 15− minute, hourly Intraday
charting/backtesting/scanning
Yes Yes
Custom minute bars Yes Yes

Tick charts/backtesting/scanning No Yes*
5−second, 15−second bar charts/backtesting/scanning No Yes
Streaming real time quote display 10 symbols UNLIMITED symbols
Time and Sales window 1 symbol UNLIMITED symbols
GetRTData / GetRTDataForeign AFL function No Yes
Wait for backfill in Automatic Analysis No Yes
Automatically updating real time charts Yes Yes
Maximum Adverse/Favourable Excursion Distribution
charts
in Portfolio backtest reports
No
Yes
64−bit version No Yes
Requires RT data subscription No
Introduction 2
Not required, but nice to
have
(Professional Edition
can work with EOD data
too, but real−time
features (like real−time
quote) of course are
require real−time data
source)
* − this feature is available only using eSignal RT, Interactive Brokers, DDE feed
In the future the Professional Edition may have additional extra features not available in Standard Edition. For
pricing and ordering information check out How to order section.
Quick Tour
Basic features
Powerful charting

object−oriented drawing tools (trend lines, rays, parallel lines, regression channels, fibonacci
retracement, expansion, Fibonacci time extensions, Fibonacci timezone, arc, gann square,
gann square, cycles, circles, rectangles, text on the chart, and more)
•
drag−and−drop indicator creation − allows you to create complex indicators without writing single
line of code
•
modern, fully customizable user interface•
instant viewing of intraday/daily/weekly/montly charts in line, bar or candlestick styles overlaid with
configurable moving averages, Bollinger bands, Volume chart, SAR, etc.
•
ability to display most common 1−, 5−, 15−, 60− minute intraday charts as well as fully customizable
N−minute charts (where N is 1..1380 )
•
5−second and 15−second bar charts (RT version)•
tick charts, custom N−tick charts (RT version)•
multiple time frame charts•
on−the−fly time compression − no need to wait when switching between various chart periodicities•
relative performance charts•
tens of most popular indicators built−in including ROC, RSI, MACD, OBV, CCI, MFI, NVI, Stochastics,
Ultimate oscillator, DMI, ADX, Parabolic SAR, TRIN, Advance/Decline line, Accumulation/Distribution,
TRIX, Chaikin oscillator, unique risk−to−yield map and more
•
study drawing tools including trend lines, horizontal/vertical lines, Fibonacci retracements and
timezones, text boxes
•
multiple chart panes, windows, different views and time scales are possible all at the same time•
extermely fast zooming and live scrolling•
Multiple data feeds
AmiBroker is capable of handling virtually ANY exchange in the world.

AmiBroker 5.20 User's Guide Introduction
Quick Tour 3
Real−time streaming quotes via eSignal's TurboFeed featuring access to all US exchanges and
major European exchanges.
•
Real−time streaming quotes via myTRACK feed, IQFeed, QCharts/Quote.com, QuoteTracker,
Interactive Brokers, any DDE−enabled data feed
•
Direct feed from Quotes Plus, TC2000, FastTrack and Metastock (including intraday) databases.
Read more...
•
User−configurable ASCII import wizard − allows you to read quotes in the format you can define
(including intraday)!
•
Built−in Metastock(R) database importer − reads directly all symbols from your Metastock database
(works with both EOD and intraday modes) in a matter of seconds!
•
AmiQuote downloader program provides quick way of obtaining free end−of−day from major world
exchanges (all US markets, LSE, ASX, Paris, Milan, Frankfurt)
•
Free FOREX data downloadable via AmiQuote•
Free historical intraday delayed quotes from US exchanges downloadable via AmiQuote•
Script−driven, one−click automatic downloaders available for NYSE, Amex, Nasdaq, Australian Stock
Exchange, Johannesburg Stock Exchange, Warsaw Stock Exchange
•
AmiBroker is successfully used in the following countries: USA, Canada, United Kingdom, Australia,
Germany, Italy, Southern Africa, Poland, Holand, Norway, France, ...
For more information on data sources for AmiBroker click here.
Symbol & quotes database
AmiBroker features advanced database system that offers the following:

build−up and store historical tick or 5− or 15−second bar data for backtesting purposes
(certain RT data sources only)
•
build−up and store intraday minute−bar or end−of−day data for backtesting purposes•
unlimited number of symbols and unlimited number of quotes•
multiple database support•
stores quotes, company information, financial results, categories, industry/sector information•
powerful filtering by sector, industry, group and market•
innovative symbol tree browser showing symbols grouped by sectors, industries, indexes•
automatic handling for composities (number and volumes of advancing, declining and unchanged
symbols)
•
automation support allowing you to control your database from external programs written in any
language including Java Script, VBScript
•
AmiBroker Formula Language
The language
The AFL is an advanced formula language that allows you to create your own indicators, trading systems and
commentaries. It is specialy designed for traders so writing analysis formulas is easier and quicker than in
general−purpose languages.
AFL features more than 200 built−in AFL functions to use as a building blocks for your formulas. AFL includes
trigonometric, averaging, statistical, data manipulation, conditional, pattern−detection and predefined indicator
functions.
AFL supports unlimited variables, unlimited parentheses nesting, unlimited nested function calls and multiple
AmiBroker 5.20 User's Guide Introduction
Quick Tour 4
logical operators. Version 4.40 brings completely rewritten engine with native flow−control and looping
(if−else, while), user−defined functions and procedures with local and global variable scope.
New version 4.50 provides native multiple time−frame support, so you can mix different bar intervals in single
formula.

Formula Editor / Drag−drop charting
Formula Editor allows you to quickly re−create any indicator/study found in the literature. Drag and drop
charting allows to create complex overlays, indicators−on−indicators and more. Among other things it is
possible to:
any number of graphs that can be overlaid in the same chart pane•
modify built−in indicators•
custom or automatic scaling•
flexible grids•
access to composite data (number/volume of advancing, declining, unchanged issues)•
Formula − based alerts
Ability to write complex formula−based alerts that can be displayed on the screen, sent to you via
e−mail, plus play a user−defined WAV file.
•
Ability to run external applications via alerts − this allows automated trade execution•
PORTFOLIO−LEVEL system back−testing, optimization, explorations and screening
Screening: Automatic analysis window enables you to scan your database for symbols matching your defined
buy/sell rules. AmiBroker automaticaly produces the report telling you if buy/sell signals occurred on given
symbol in the specified period of time.
Exploration: search your database for symbols matching your criteria and create the report showing the data
you want to see: indicator values, past performance, etc. Then sort the results by any value listed.
Back−testing: AmiBroker can also perform full−featured back−testing of your trading strategy, giving you an
idea about performance of your system.
The back−testing engine highlights:
PORTFOLIO LEVEL BACKTESTING/OPTIMIZATION•
Three−dimensional (3D), fully animated charts of optimization results•
Advanced custom backtester interface•
User−definable backtest metrics•
Different position sizing / money management techniques based on Portfolio Equity•
Hyper−fast execution − AmiBroker can backtest 10000 symbols (3000 data bars each) = 30
million data points in FIVE minutes!

•
Integrated support for MULTIPLE time−frames in single formula•
NEW Report Explorer provides great way to organize/compare/view all backtest results•
Scanning/Exploration/Backtest/Optimization on Real Time data (tick and up) (RT version only)•
Scanning/Exploration/Backtest/Optimization on intraday data (1−min bars and up)•
Back testing whole exchange or only limited, user−definable set matching your market, group,
industry, sector selection
•
Equity curve plotting, Equity rainbows, composite equities curves•
AmiBroker 5.20 User's Guide Introduction
Quick Tour 5
Test long, short or both long and short trades•
Maximum−loss stop, profit−target stop, trailing−stop, N−bar (time) stop•
Realistic back−testing•
Ability to control position size from your formula (Read more...)•
Create your own composites and scan/backtest them•
Detailed reporting giving you imporant statistics of your system.•
Optimization: AmiBroker allows you to optimize your trading system with up to 10 optimization variables on
single or MULTIPLE securities at once!
Automatic Chart Commentaries and Interpretation
Full, textual descriptions of actual situation on the market•
automatic buy−sell arrows visible on the charts•
automatic textual interpretation of indicators and price chart (View−>Interpretation)•
Scripting/COM/DLL support
AFL engine allows embedding VBScript/JScript code within AFL formulas providing UNLIMITED
possibilities
•
ability to call external COM (ActiveX) objects from the AFL formula•
free SDK (software development kit) for registered users allowing writing indicator DLLs (plug−ins)•
many already available 3rd party plug−ins•

Additional features
Portfolio manager
Built−in portfolio manager helps you track your investments. It allows you to registed buy/sell
transactions, calculates brokerage commission, dividend (with setable dividend tax), cash
deposits/withdrawals. You get the instant calculation of your equity value, percentage and
point yield.
Scripting support
AmiBroker features automation interface that exposes objects and methods that could be
accessed from any programming language including scripting dialects such as JScript
(JavaScript) and VBScript. The scripting capabilities of AmiBroker allows you to automate
time consuming database management tasks. Using scripting you will be able to create
automatic downloaders, maintenace tools, exporters customized to your specific needs.
Internet integration
AmiBroker features built−in web browser that allows you to quickly view company profiles.
The profile viewer is completely configurable so you can set it up for your particular
exchange. The settings are market based so you can access different web sites for each
market automatically. No longer will you be forced to waste your time browsing manually to
get the latest news and symbol related information.
Configurability
AmiBroker is designed to be configurable and customizable in almost every area. It is not tied
AmiBroker 5.20 User's Guide Introduction
Quick Tour 6
to particular exchange or data provider. Thanks to flexible import methods and scripting you
will be able to adopt it easily to your favourite market(s). Also technical analysis tools built in
into AmiBroker allow you to change every parameter with easy, and if you want even more,
you can create your own indicators using flexible formula language.
Getting started
Hardware requirements
Supported operating systems
Installation and running

Getting help
Hardware requirements
To run AmiBroker you need PC−Compatible computer meeting following minimum requirements
Standard version:
Pentium 166 MHz or higher•
32 MB RAM•
8 MB hard disk space•
256 color graphics card (high color recommended)•
Real−time version:
Pentium 450 MHz or higher•
128 MB RAM•
20 MB hard disk space•
256 color graphics card (high color recommended)•
Supported operating systems
AmiBroker works on the following operating systems:
Windows 95 + Internet Explorer 4.0 or higher installed•
Windows 95 OSR 2 + Internet Explorer 4.0 or higher installed•
Windows 98•
Windows 98SE•
Windows Millenium•
Windows NT 4.0 SP 3 (or higher) + Internet Explorer 4.0 or higher installed•
Windows 2000 (any edition)•
Windows XP (any edition)•
Installation and running
Install AmiBroker using it's setup program − it is available for download from
After downloading double click on the program's icon. This will
launch the setup program − you can safely accept all default values by clicking "Next" on each page and
"Install" on the last page. By default AmiBroker is installed to "C:\Program Files\AmiBroker" directory and this
location is referred to as "main AmiBroker directory".
AmiBroker 5.20 User's Guide Introduction

Getting started 7
If setup program asks you to restart machine please do so to allow to replace system components.
After installation, you can start AmiBroker from Windows' standard
Start−>Programs−>AmiBroker−>AmiBroker menu.
Just after starting AmiBroker splash window shows up, then for few seconds AmiBroker loads its quotation
database. Next the main AmiBroker screen appears.
AmiBroker main screen with price chart,
MACD and RSI indicators and profile view open. (Windows version)
In default setup you can see the toolbar, workspace window with symbol list on the left side and chart
windows on the right side.
The toolbar provides fast access to the most often used program functions. With the symbol list view you can
select active symbol. Changing the selection will cause chart redraw and update in some information windows
if they are open. The chart windows let you to analyse current price trends and the behaviour of technical
indicators.
You can quit AmiBroker using the File/Exit menu item.
Getting help
AmiBroker 4.70 features new context−senstive help system, available by pressing F1 key anywhere in the
program.
When you press F1 key while any window and any menu is shown, AmiBroker opens up a relevant help file
page describing the window or menu in question. No more searching through the help file.
In addition to using F1 context−sensitive help it is highly recommended to read ALL Tutorial articles first.
The answers to most common problems are given there. In case of major problem check Troubleshooting
guide. Also there is a "Search" tab on the left of this on−line help window that allows to quickly locate
information by keyword(s). Just type word(s) you are looking for and click "Display".
In case of further questions/problems you may check the following resources:
AmiBroker web page − which is searchable using "Search" box in the top left corner of the page.
The page gives you an access to:
AmiBroker Tips newsletter containing valuable step−by−step instructions on using various
aspects of AmiBroker
♦

Support area − featuring additional documentation♦
Frequently Asked Questions − the list of most commonly asked questions with the answers♦
AFL Library − featuring ready−to−use AFL formulas for custom indicators, commentaries and
trading systems
♦
Members area − featuring material accessible by registered users only♦
•
AmiBroker mailing list − the place where you can meet other AmiBroker users, ask questions and
share with ideas (with searchable archive). To subscribe please send an empty e−mail to:
amibroker− To unsubscribe please send an empty e−mail to
amibroker−
•
Checking these places first will help me focusing on developing new features in AmiBroker. In case of
AmiBroker 5.20 User's Guide Introduction
Getting help 8
problems not covered in above resources please don't hesitate to contact me at:
AmiBroker 5.20 User's Guide Introduction
Getting help 9
Tutorial
This chapter will guide you through the most important parts of AmiBroker.
Basic tasks:
Basic operations•
User interface topics:
Beginners' charting guide•
How to use drag−and−drop charting interface•
Customizing user interface•
Working with chart sheets and window layouts•
Working with layers•
Using Web Research•
Using Account Manager•

Using Fundamental data•
Updating quotes:
How to get quotes from various exchanges•
Setting up eSignal RT feed (RT version only)•
Setting up myTrack RT feed (RT version only)•
Setting up Quote Tracker as a RT data source•
Setting up IQFeed RT feed (RT version only)•
How to use AmiBroker in Real Time mode (RT version only)•
Using AmiBroker with other external data source (Quotes Plus, TC2000 / TCNet, Metastock,
FastTrack)
•
Automatic update of EOD quotes for US & Canada markets from Yahoo•
Using manual mode of AmiQuote downloader (Yahoo, MSN Money Central, Quote.com Livecharts)•
Using Metastock importer•
Database management:
Understanding database concepts•
Understanding categories•
Working with watch lists•
AmiBroker Formula Language topics:
Understanding how AFL language works•
Creating your own indicators•
Using graph styles and colors in the indicators•
How to create your own exploration•
How to write your own chart commentary•
Using studies in your AFL formulas•
Backtesting your trading ideas•
Portfolio backtesting•
Reading backtest report•
How to optimize a trading system (advanced)•
Tutorial 10

Walk−Forward testing (advanced)•
Backtesting futures (advanced)•
Pyramiding/scaling and multiple currencies in the portfolio backtester (advanced)•
Using formula−based alerts (advanced)•
Using interpretation window (advanced)•
Multiple time frame support (advanced)•
More information:
Video Tutorials On−Line•
Basic operations
Adding a new symbol
In order to add a new symbol into database you can use Symbol−>New menu item or Add symbol toolbar
button.
After selecting this function you will be prompted for new ticker symbol. Please try not to exceed 26 chars. For
proper import functioning you should enter the symbol with CAPITALS.
Removing a symbol
In order to remove existing symbol from the database you can use Symbol−>Remove menu item or Remove
symbol toolbar button. After choosing this function you will be asked for confirmation of symbol removing.
Note well that this operation can not be undone !!!
Removing multiple symbols at once is possible using Assignment organizer.
Splitting a stock
To perform stock split use Symbol−>Split menu item or Split toolbar button.
AmiBroker provides easy way of handling stock splits. Program will try to guess split date and ratio by
analyzing quotations. If there is just a single quotation after split this should work, if not you will be asked for
split date and ratio. Note well that this operation can not be undone!!!
From version 2.0 and up the split function offers more functionality: you can use old−style ratio or you can
specify a split using following expression:
x−>y
which means that x shares before split become y after it. For example 2−>3 means that 2 shares become 3
after the split. So ordinary split into five pieces will be 1−>5.
As you have probably guessed it is possible now to perform reverse−split, for example 2−>1, which means

that 2 shares are joined together into 1 share.
AmiBroker 5.20 User's Guide Tutorial
Basic operations 11
Deleting quotation
To delete a quotation simply select the quote you want to delete by clicking on the chart (a vertical line will
appear showing selected date and quote). Then choose Edit−>Delete quotation menu option.
To delete quotations of all stocks from given day you should use Edit−>Delete session.
You can also use Quote Editor to delete quotes.
Adding/removing symbol from favourites
To add the symbol to the favourites you should check favourite box in the Information window. To remove it
from favourites simply uncheck that box. Alternatively you can click on the tree with the right mouse button
and select "Add to favourites" and "Remove from favourites" options from the context menu.
Merging quotations of two symbols
It happens sometimes that the ticker for the symbol is changed then you may get two tickers in your database
− one holding historical quotes and the second one holding newest quotes (after name change). In order to
put all quotes to the single ticker you should use Symbol−>Merge feature. You should just select the new
ticker (after name change) and choose Symbol−>Merge. Then from the combo you should choose original
ticker ("merge with") and optionally check the following fields:
overwrite duplicate quotes − checking this option will overwrite the quotes already existing in "new"
ticker with those present in "old" ticker (this should really not be the case, but may happen).
•
delete "merge with" afterwards − checking this option will delete the "old" ticker after merging•
assign alias name − checking this option will copy the "old" ticker to the alias field of the "new" ticker•
AmiBroker 5.20 User's Guide Tutorial
Deleting quotation 12